+6,879.1%
MU vs NVS
+1,269.4%
+5,609.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +7.1% |
| 7D | +9.0% | +4.0% | +5.0% | +6.4% |
| 30D | +13.8% | +3.6% | +10.2% | +11.0% |
| 3M | +2.1% | +7.8% | -5.7% | -3.2% |
| 6M | +153.8% | -0.2% | +154.0% | +149.3% |
| YTD | +256.4% | +19.6% | +236.8% | +216.3% |
| 1Y | +719.8% | +28.4% | +691.4% | +597.9% |
| 3Y | +1,360.4% | +76.2% | +1,284.2% | +910.4% |
| 5Y | +1,312.4% | +111.1% | +1,201.3% | +760.4% |
| 10Y | +6,142.6% | +224.3% | +5,918.3% | +2,845.5% |
| All | +6,879.1% | +1,269.4% | +5,609.8% | +1,936.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling